A nonparametric test for hypotheses concerning linear regression parameters is based on the signs of the residuals and their Kendall correlation with the independent variable. The smallsample distribution of the test statistic is tabulated, asymptotic approximations are derived, and the corresponding confidence region is presented. Furthermore, the Pitman asymptotic relative efficiency of the test is calculated with respect to the classical test based on least squares and with respect to the BrownMood test.
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